Ordinary Differential Equation

ZAWAR HAIDER
SAP ID 70058990
BS MATHEMATICS IV
UNIVERSITY OF LAHORE,
GUJRAT CAMPUS
Topic

Higher Order Differential Equation

Higher Order Differential Equation
 Linear Differential Equation :
A linear differential Equation of order ′𝑛′ in the Dependent
variable ′𝑦′ and independent variable ′𝑥′ is of the form
𝑑𝑛 𝑦 𝑑 𝑛−1 𝑦 𝑑𝑦
𝑎𝑜 𝑥 + 𝑎1 𝑥 + ⋯ + 𝑎𝑛−1 𝑥 + 𝑎𝑛 𝑥 𝑦 = 𝐹 𝑥 → 1
𝑑𝑥 𝑛 𝑑𝑥 𝑛−1 𝑑𝑥
Where
𝑎𝑜 𝑥 , 𝑎1 𝑥 , … , 𝑎𝑛−1 , 𝑎𝑛 𝑥
And F(x) are functions of the independent variable ′𝑥′ only and 𝑎𝑜 𝑥 is
not identically zero.
Eq 1 can also be written as :
𝑎𝑜 𝑥 𝑦 𝑛 + 𝑎1 𝑥 𝑦 𝑛−1 + ⋯ + 𝑎𝑛−1 𝑥 𝑦 ′ + 𝑎𝑛 𝑥 𝑦 = 𝐹 𝑥
Higher Order Differential Equation

We shell first study equation of the types

𝑎𝑜 𝑦 𝑛 + 𝑎1 𝑦 𝑛−1 + ⋯ + 𝑎𝑛−1 𝑦 ′ + 𝑎𝑛 𝑦 = 𝐹 𝑥 → 2
Where 𝑎𝑜 , 𝑎1 , … , 𝑎𝑛 are real constants.
Let we have linear differential equation
𝑎𝑜 𝑦 𝑛 + 𝑎1 𝑦 𝑛−1 + ⋯ + 𝑎𝑛−1 𝑦 ′ + 𝑎𝑛 𝑦 = 𝐹 𝑥
o If F(x) is equal to zero then it is called Homogeneous.
o If F(x) is not identically zero then it is called Non-Homogeneous.
Non-Homogeneous Linear Differential Equation
Non-Homogeneous Linear Differential Equation

The equation
𝑑𝑛 𝑦 𝑑 𝑛−1 𝑦 𝑑𝑦
𝑎𝑜 𝑛 + 𝑎1 𝑛−1 + ⋯ + 𝑎𝑛−1 + 𝑎𝑛 𝑦 = 𝐹(𝑥) → 1
𝑑𝑥 𝑑𝑥 𝑑𝑥
is known as non-homogeneous linear differential equation.
The eq 1 can also be written as
𝑎0 𝐷𝑛 + 𝑎1 𝐷 𝑛−1 + ⋯ + 𝑎𝑛−1 𝐷 + 𝑎𝑛 𝑦 = 𝑓(𝑥)
𝑑
𝐷=
𝑑𝑥
Moreover
𝑓 𝐷 𝑦 = 𝐹(𝑥) → 2
Eq 2 is also known as Non-Homogeneous Linear Differential Equation.
Non-Homogeneous Linear Differential Equation

Solution Of Equation
Let 𝑓 𝐷 𝑦 = 𝐹(𝑥) → 1
be a non-homogeneous linear differential equation where
𝑓 𝐷 = 𝑎0 𝐷 𝑛 + 𝑎1 𝐷 𝑛−1 + ⋯ + 𝑎𝑛−1 𝐷 + 𝑎𝑛
The solution of this equation consists of two parts
i. Complementary Function (C.F)
ii. Particular integral (P.I)
The C.F is the solution of homogeneous equation f(D)=0 and to find P.I
we write eq 1 as
1
𝑦= 𝐹 𝑥
𝑓 𝐷
Non-Homogeneous Linear Differential Equation

Inverse operator
𝑑 1
Sine D denotes the differential operator the system stands for
𝑑𝑥 𝐷
the operator of integration.
If F(D)y = Q
We will symbolically express
1 1
𝑦= 𝑄 𝑎𝑛𝑑 𝑐𝑎𝑙𝑙
𝐹(𝐷) 𝐹(𝐷)
Is the inverse operator of F(D) i.e. they cancel each other effect.
Non-Homogeneous Linear Differential Equation

General Solution
𝑦 = 𝑦𝑐 + 𝑦𝑝
𝑦𝑐 → 𝐶. 𝐹 𝑦𝑝 → 𝑃. 𝐼
Method of finding P.I
We know discuss the method for finding P.I of differential equation
F(D)y = Q
depending on different form of Q.
Non-Homogeneous Linear Differential Equation

These are Five cases

I. 𝑄 = 𝑒 𝑎𝑥
II. 𝑄 = sin 𝑎𝑥 𝑜𝑟 𝑄 = cos 𝑎𝑥
III. 𝑄 = 𝑥 𝑚 (𝑤ℎ𝑒𝑟𝑒 𝑚 𝑖𝑠 𝑝𝑜𝑠𝑖𝑡𝑖𝑣𝑒 𝑖𝑛𝑡𝑒𝑔𝑒𝑟)
IV. 𝑄 = 𝑒 𝑎𝑥 𝑉 (𝑤ℎ𝑒𝑟𝑒 𝑉 𝑖𝑠 𝑎𝑛𝑦 𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛 𝑥)
V. 𝑄 = 𝑥𝑉 (𝑤ℎ𝑒𝑟𝑒 𝑉 𝑖𝑠 𝑎𝑛𝑦 𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛 𝑥)
Non-Homogeneous Linear Differential Equation

Case 1
Particular integral when 𝑄 = 𝑒 𝑎𝑥
1 𝑒 𝑎𝑥
𝑒 𝑎𝑥 = 𝑖𝑓 𝐹(𝑎) ≠ 0
𝐹(𝐷) 𝐹(𝐷)
Then
1 1
𝑒 𝑎𝑥 =𝑥 𝑑 𝑒 𝑎𝑥 𝑖𝑓 𝐹 𝑎 = 0
𝐹(𝐷) 𝐹(𝐷)
𝑑𝐷
Non-Homogeneous Linear Differential Equation

Case 2
P.I when 𝑄 = sin 𝑎𝑥 𝑜𝑟 𝑄 = cos 𝑎𝑥
If 𝐹 −𝑎2 ≠ 0
1 𝑠𝑖𝑛𝑎𝑥
𝑃. 𝐼 = 𝑠𝑖𝑛𝑎𝑥 =
𝐹(𝐷 2 ) 𝐹(−𝑎2 )
1 𝑐𝑜𝑠𝑎𝑥
𝑃. 𝐼 = 𝑐𝑜𝑠𝑎𝑥 =
𝐹(𝐷 2 ) 𝐹(−𝑎2 )
If 𝐹 −𝑎2 = 0
1 1
𝑃. 𝐼 = 𝑠𝑖𝑛𝑎𝑥 = 𝑥 𝑠𝑖𝑛𝑎𝑥
𝐹(𝐷 2 ) 𝑑
[𝐹 𝐷 2 ]
𝑑𝐷
1 1
𝑃. 𝐼 = 𝑐𝑜𝑠𝑎𝑥 = 𝑥 𝑐𝑜𝑠𝑎𝑥
𝐹(𝐷 2 ) 𝑑
[𝐹 𝐷 2 ]
𝑑𝐷
Non-Homogeneous Linear Differential Equation

Case 3
𝑄 = 𝑥𝑚
1 1
To evaluate 𝑥 𝑚 ,expand in ascending power of D by binomial
𝐹(𝐷) 𝐹(𝐷)
theorem

𝑛
𝑥 2 𝑛(𝑛 − 1) 𝑥 3 𝑛(𝑛 − 1)(𝑛 − 2)
1+𝑥 = 1 + 𝑥𝑛 + + +⋯
2! 3!
Non-Homogeneous Linear Differential Equation

Case 4
𝑄 = 𝑒 𝑎𝑥 𝑉
1 𝑎𝑥 𝑎𝑥
1
𝑃. 𝐼 = 𝑒 𝑉=𝑒 𝑉
𝐹(𝐷) 𝐹(𝐷 + 𝑎)

Case 5
𝑄 = 𝑥𝑉
1 1 𝐹 ′ (𝐷)
𝑃. 𝐼 = 𝑥𝑉 = 𝑥 𝑉− 2
𝑉
𝐹 𝐷 𝐹(𝐷) 𝐹(𝐷)
Non-Homogeneous Linear Differential Equation

Examples

i. 𝐷 2 + 4 𝑦 = 3𝑒 𝑥 + sin 2𝑥 + 𝑥 2

ii. 𝐷 3 − 3𝐷 + 3𝐷 − 1 𝑦 = 𝑒 𝑥 (𝑥 + 1)

iii. 𝐷 4 − 1 𝑦 = 𝑥𝑠𝑖𝑛𝑥
Thanks For Attention